+2,126.3%
CTAS vs BB
+258.8%
+1,867.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | -5.6% | +3.8% | -1.2% |
| 30D | -0.2% | -11.8% | +11.6% | +1.0% |
| 3M | +11.7% | -25.5% | +37.2% | +14.0% |
| 6M | +0.7% | +121.3% | -120.6% | -9.8% |
| YTD | +7.4% | +103.2% | -95.8% | -2.9% |
| 1Y | -2.1% | +102.6% | -104.7% | -11.8% |
| 3Y | +62.9% | +37.5% | +25.4% | +47.3% |
| 5Y | +111.9% | -30.4% | +142.3% | +101.7% |
| 10Y | +652.2% | 0.0% | +652.2% | +510.4% |
| All | +2,126.3% | +258.8% | +1,867.4% | +1,115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling